VanEck Oil Refiners ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.36% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0236 | 6.44 | |
| 0.1784 | 26.05 | |
| 0.9636 | 406.08 | |
| -0.0876 | -13.33 |
Estimation Period:
Aug 19, 2015 to Feb 6, 2026
Aug 19, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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